There are two places I usually send rockhounds when they come here to Vegas.
First is a shop called "Jewelry and Minerals" at 410 E Sahara Ave. (sahara avenue just east of the Strip).
jewelryandmineraloflv.com
Although I might classify this more as a gift shop than a rock shop they do have some cool stuff.
Second is a place called "Cactus Joes". 12740 Blue Diamond Rd.
cactusjoeslasvegas.com
This place is about a half hour drive from the Strip (almost out of town in the furthest SW corner of the valley). It is billed as a nursery, and they do sell lots of cacti and yard art, but whomever owns it is an obvious rockhound because they have a decent assortment of rough and slabs for sale. They also have one of the largest selections of cullet glass I've ever come across. There are piles of it all over the property in just about every color you can imagine. Here is the downside...in recent years I think someone has gotten greedy. Prices on things have become a little too high, especially for slabs. There is still some decent buys on rough, and the glass is reasonably priced, and I did score some slabs in a bargain bin that were nice, but he seems to think his slabs are worth a mint these days. But being the only game in town that sells slabs there is nothing to compare him to so hes got the market cornered. Even if you don't find anything worth spending your money on you will enjoy a visit to this place. Its pretty nice.
Check the websites to both places for hours of operation and directions if you need them. I always tell rockhounds they are welcome to stop by my place as well. I will be in Quartzsite next weekend (Sat/Sun) but I'm here otherwise. Although I gave away a bunch of rock last summer to thin my piles you could still walk away with at least a chunk of something worth cutting. And I love to show off my home built machine. Also, I could direct you to places within an hours drive of town to collect if you are looking to get in some hounding.